Labor rights -- bully boss?

I am in a very difficult situation and was looking for anyone who might lend some advice. I have been working with my company for only a few months, but my boss has made my job & life so difficult and miserable. I am stuck between a rock and a hard place -- needing a job, but working for someone that is very distructive and who is making me feel sick. My bosses abusive behavior began my second week there and has only grown worse over the months. I am a diligent worker who cares very much about my job and my work relationships. I do whatever I am asked to, think outside the box, work long hours...do whatever it takes! In the past I have always worked well with other employees and my bosses. I went to HR with the problem and now they are seeming to side with my bullying boss who twists my words around and is very manipulative -- HR has even said her bullying behavior is not so bad (saying offensive things to me and undermining my work). At this point I feel ill all weekend knowing that I have to go to work on Monday -- where my work and personality will never be good enough. I have tried to fix the problem by changing my work and my approach, but still my boss has voiced more issues with me. I just can't see to figure it out and my boss has indicated she has no intention to change -- though I have only been obedient and supportive to her. Has anyone been in a situation like this? I feel so lost and desparate. I am scared to quit without another job in line, but I am becoming so depressed and hopeless. I feel like I am in junior high again, facing the bully that taunted me daily -- but now my livelihood depends on it. What can I do? I know that I likely won't be able to get unemployment if I leave, but this work environment for me at this point is so awful! Thanks for any advice you could provide.